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MATH 211 Winter 2013 Lecture Notes

(Adapted by permission of K. Seyarth)

Sections 3.4

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3.4 An Application to Linear Recurrences

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3.4 An Application to Linear Recurrences


Example
The Fibonacci Numbers are the numbers in the sequence 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, . . . and can be dened by the linear recurrence relation fn+2 = fn+1 + fn for all n 0, with the initial conditions f0 = 1 and f1 = 1.

Problem
Find f100 . Instead of using the recurrence to compute f100 , wed like to nd a formula for fn that holds for all n 0.
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Denitions
A sequence of numbers x0 , x1 , x2 , x3 , . . . is dened recursively if each number in the sequence is determined by the numbers that occur before it in the sequence. A linear recurrence of length k has the form xn+k = a1 xn+k 1 + a2 xn+k 2 + + ak xn , n 0, for some real numbers a1 , a2 , . . . , ak .

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Example
The simplest linear recurrence has length one, so has the form xn+1 = axn for n 0, with a R and some initial value x0 . In this case, x1 = ax0 x2 = ax1 = a2 x0 x3 = ax2 = a3 x0 . . . . . . . . . xn = axn1 = an x0 Therefore, xn = an x0 .

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Example
Find a formula for xn if xn+2 = 2xn+1 + 3xn for n 0, with x0 = 0 and x1 = 1. Solution. Dene Vn = xn xn+1 V0 = and for n 0, Vn+1 = xn+1 xn+2 = xn+1 2xn+1 + 3xn for each n 0. Then x0 x1 0 1

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Example (continued)
Now express Vn+1 = Vn+1 = xn+1 2xn+1 + 3xn xn+1 2xn+1 + 3xn = as a matrix product: 0 1 3 2 xn xn+1 = AVn

This is a linear dynamical system, so we can apply the techniques from 3.3, provided that A is diagonalizable. x 1 3 x 2

cA (x ) = det(xI A) =

= x 2 2x 3 = (x 3)(x + 1)

Therefore A has eigenvalues 1 = 3 and 2 = 1, and is diagonalizable.

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Example (continued)
X1 = X2 = 1 is a basic eigenvector corresponding to 1 = 3, and 3 1 is a basic eigenvector corresponding to 2 = 1. 1 X1 X2 = 1 1 3 1 is invertible and is the 3 0 0 1

Furthermore P =

diagonalizing matrix for A, and P 1 AP = D = Writing P 1 V0 = b1 b2 b1 b2 , we get 1 4 1 1 3 1 0 1

1 4 1 4

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Example (continued)
Therefore, Vn = xn xn+1
n = b1 n 1 X1 + b2 2 X2

= and so

1 n 3 4

1 3

1 + (1)n 4

1 1

1 1 xn = 3n (1)n . 4 4

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Example 2 (p. 166): Find a formula for xk when xk +2 = xk +1 + 6xk , k 0, with x0 = 1 and x1 = 1. Example 3 (p. 167): Find a formula for the Fibonacci numbers.

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Example
Solve the recurrence relation xk +2 = 5xk +1 6xk , k 0 with x0 = 0 and x1 = 1. Solution. Write Vk +1 = xk +1 xk +2 = xk +1 5xk +1 6xk = 0 1 6 5 xk xk +1

Find the eigenvalues and corresponding eigenvectors for A= 0 1 6 5

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Example (continued)
A has eigenvalues 1 = 2 with corresponding eigenvector X1 = 2 = 3 with corresponding eigenvector X2 = P= and b1 b2 Finally, Vk = xk xk +1
k k = b1 k 1 X1 + b2 2 X2 = (1)2

1 , and 2

1 . 3 , 1 1

1 1 2 3

, P 1 = 3 1 2 1

3 1 2 1 0 1 =

= P 1 V0 =

1 2

+ 3k

1 3

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Example
xk xk +1 and therefore xk = 3k 2k . = (1)2k 1 2 + 3k 1 3

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